It is suggested that in stochastic control problems where there is uncertainty about the current state the correct estimate of the state to be used for generating certainty equivalent controls is not always the mean value of the probability distribution for the state.
β¦ LIBER β¦
A Note on Certainty Equivalence in Dynamic Planning
β Scribed by Theil, H.
- Book ID
- 125550378
- Publisher
- John Wiley and Sons
- Year
- 1957
- Tongue
- English
- Weight
- 145 KB
- Volume
- 25
- Category
- Article
- ISSN
- 0012-9682
- DOI
- 10.2307/1910260
No coin nor oath required. For personal study only.
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